-23.6%
CDW vs BTG
+75.0%
-98.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.5% |
| 7D | -4.2% | +2.4% | -6.6% | -4.3% |
| 30D | +4.9% | +9.5% | -4.6% | +4.5% |
| 3M | +7.3% | +38.5% | -31.2% | +5.9% |
| 6M | +19.2% | +5.6% | +13.5% | +19.4% |
| YTD | +6.2% | +23.9% | -17.7% | +4.5% |
| 1Y | -14.0% | +32.1% | -46.1% | -16.2% |
| 3Y | -30.0% | +103.2% | -133.2% | -35.8% |
| 5Y | -23.6% | +79.7% | -103.3% | -27.6% |
| All | -23.6% | +75.0% | -98.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling